Dynamic Arbitrage: Asset Pricing

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Explores the strong convergence of random variables and the normal distribution approximation in probability and statistics.

Explores asset pricing models, risk-free assets, portfolio choice, and stochastic discount factors in PhD classes.

Covers dynamic portfolio choice, wealth dynamics, HJB equation, and asset pricing puzzles.

Explores joint random variables, conditional density, and independence in probability and statistics.

Explores risk-neutral valuation for traded securities, derivatives, hedging, bond pricing, and forward contracts in financial markets.

Explores asset pricing theorems and the Black-Scholes formula derivation in discrete time economies.

Covers fundamental concepts of probability and statistics, focusing on data analysis, graphical representation, and practical applications.

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Explores probability laws, properties, theorems, and inclusion-exclusion formulas for multiple events.

Introduces key concepts in probability and statistics, such as events, Venn diagrams, and conditional probability.

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